Vermaat, M. B.; Does, R. J. M. M.; Steerneman, A. G. M. - In: Stochastics and Quality Control 20 (2005) 1, pp. 31-39
Abstract Reliable predictions by means of quantiles constitute one of the most important tasks not only in statistics but in entire science. Quantiles may be estimated by using Extreme- Value Theory (EVT). However, the properties of many estimators based on this theory depend heavily on the...